# region declaration
schema_version: '1.0'
metadata:
  name: book_ridge_regressor
  mode: development
sfd:
  manifest:
    type: ml
    data_source:
      method: limen.data.HistoricalData.get_any_file
      params:
        file_path_or_url: inputs/spot_15m_20250101_20250531.parquet
    split_dates:
      train_start: '2025-01-01'
      train_end: '2025-01-15'
      val_start: '2025-01-15'
      val_end: '2025-01-18'
      test_start: '2025-01-18'
      test_end: '2025-01-22'
    indicators:
    - func: limen.indicators.window_return
      params:
        period: 1
    target:
      name: next_return
      class: limen.targets.NextReturnTarget
      transform_params:
        periods: 1
        scale: 100.0
    backtest:
      fee_bps: 7.0
      slip_bps: 3.0
      notional_rate: 0.5
    scaler:
      class: limen.scalers.RobustScaler
    reference_architecture: limen.sfd.reference_architecture.ridge_regressor
    features:
    - func: limen.features.lag_range
      params:
        col: ret_1
        start: 0
        end: 5
  params:
    alpha:
    - 1.0
    solver:
    - svd
uel:
  output_path: compiled-family_ridge_regressor
  n_permutations: 1
  search_strategy:
    type: grid
  output_format: csv
  checkpoint_interval: 1
  recording:
    predictions: true
    alignment: true
    trade_ledger: true
    fold_details: true
# endregion declaration